market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.36% 13.26 CHF 13.31 CHF 8,000 8,000 3,652 3,652 51,140 CHF 51,323 CHF 100.00% 100.00%
15/05/2024 0.33% 15.29 CHF 15.33 CHF 10,000 10,000 4,411 4,411 58,216 CHF 58,393 CHF 99.99% 99.99%
14/05/2024 0.34% 12.01 CHF 12.05 CHF 10,000 10,000 4,461 4,461 53,514 CHF 53,693 CHF 99.66% 99.66%
13/05/2024 0.35% 11.41 CHF 11.45 CHF 10,000 10,000 4,476 4,476 51,518 CHF 51,698 CHF 100.00% 100.00%
10/05/2024 0.36% 11.78 CHF 11.82 CHF 10,000 10,000 4,478 4,478 51,430 CHF 51,609 CHF 99.87% 99.87%
08/05/2024 0.60% 11.42 CHF 11.46 CHF 9,700 9,700 3,265 3,265 38,393 CHF 38,571 CHF 97.39% 97.39%
07/05/2024 0.41% 12.01 CHF 12.03 CHF 19,000 19,000 8,548 8,548 97,746 CHF 97,995 CHF 55.55% 94.43%
06/05/2024 - 7.21 CHF - CHF 13,600 0 0 0 0 CHF 0 CHF 0.00% 99.73%
03/05/2024 0.34% 8.85 CHF 8.88 CHF 12,700 12,700 5,203 5,203 46,392 CHF 46,549 CHF 99.87% 99.87%
02/05/2024 0.39% 9.83 CHF 9.87 CHF 10,600 10,600 4,803 4,803 49,589 CHF 49,782 CHF 99.97% 99.97%

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